Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52197.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48036.22 Kr¶

PnL: ---------------------------------------> -890.28 Kr¶

DD now: ---------------------------------> -1.737 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 13:39:22.570654'

Anic Portfolio¶

Today¶

Return: -0.226 %¶

This Week¶

Return: -0.226 %¶

Total portfolio value¶

Return including deposits: 70.882 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Xvivo Perfusion 3 0.880000 864.000000 19.000000 2.250000 845.000001
Biotage 4 0.390000 620.800000 17.800000 2.950000 603.000000
Sdiptech B 3 0.940000 837.000000 15.000000 1.820000 822.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.620000 714.600000 14.600000 2.090000 699.999999
Vitrolife 3 2.310000 691.200000 14.200000 2.100000 677.000001
Indutrade 5 1.530000 1330.500000 10.500000 0.800000 1320.000000
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
BHG Group 49 -7.170000 646.800000 7.800000 1.220000 638.999984
Embracer Group B 26 -0.770000 668.850000 6.850000 1.030000 661.999988
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Fortnox 10 3.930000 672.400000 4.400000 0.660000 668.000000
Sedana Medical 135 -2.190000 4333.500000 2.500000 0.060000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.740000 653.800000 -0.200000 -0.030000 653.999997
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Svolder B 35 0.570000 2168.250000 -5.250000 -0.240000 2173.500000
Sampo Oyj SDB 1 -0.700000 498.500000 -6.500000 -1.290000 505.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.160000 646.650000 -11.350000 -1.720000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Lime Technologies 2 -2.360000 580.000000 -13.000000 -2.190000 593.000000
Humana 40 1.990000 656.000000 -18.000000 -2.670000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.330000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 1.230000 921.200000 -52.800000 -5.420000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.700000 3792.000000 -124.000000 -3.170000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48036.220000 -890.280000 -1.73681% 48926.499863

Updated:¶

'2023-06-13 13:39:40.153239'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶